NYMEX Natural Gas Future November 2007
| Trading Metrics calculated at close of trading on 18-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
| Open |
8.987 |
9.248 |
0.261 |
2.9% |
9.040 |
| High |
9.200 |
9.290 |
0.090 |
1.0% |
9.290 |
| Low |
8.987 |
9.046 |
0.059 |
0.7% |
8.905 |
| Close |
9.176 |
9.079 |
-0.097 |
-1.1% |
9.079 |
| Range |
0.213 |
0.244 |
0.031 |
14.6% |
0.385 |
| ATR |
0.155 |
0.161 |
0.006 |
4.1% |
0.000 |
| Volume |
2,079 |
1,487 |
-592 |
-28.5% |
7,252 |
|
| Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.870 |
9.719 |
9.213 |
|
| R3 |
9.626 |
9.475 |
9.146 |
|
| R2 |
9.382 |
9.382 |
9.124 |
|
| R1 |
9.231 |
9.231 |
9.101 |
9.185 |
| PP |
9.138 |
9.138 |
9.138 |
9.115 |
| S1 |
8.987 |
8.987 |
9.057 |
8.941 |
| S2 |
8.894 |
8.894 |
9.034 |
|
| S3 |
8.650 |
8.743 |
9.012 |
|
| S4 |
8.406 |
8.499 |
8.945 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.246 |
10.048 |
9.291 |
|
| R3 |
9.861 |
9.663 |
9.185 |
|
| R2 |
9.476 |
9.476 |
9.150 |
|
| R1 |
9.278 |
9.278 |
9.114 |
9.377 |
| PP |
9.091 |
9.091 |
9.091 |
9.141 |
| S1 |
8.893 |
8.893 |
9.044 |
8.992 |
| S2 |
8.706 |
8.706 |
9.008 |
|
| S3 |
8.321 |
8.508 |
8.973 |
|
| S4 |
7.936 |
8.123 |
8.867 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.290 |
8.905 |
0.385 |
4.2% |
0.140 |
1.5% |
45% |
True |
False |
1,450 |
| 10 |
9.290 |
8.743 |
0.547 |
6.0% |
0.128 |
1.4% |
61% |
True |
False |
1,213 |
| 20 |
9.290 |
8.577 |
0.713 |
7.9% |
0.156 |
1.7% |
70% |
True |
False |
1,423 |
| 40 |
9.290 |
8.577 |
0.713 |
7.9% |
0.148 |
1.6% |
70% |
True |
False |
1,261 |
| 60 |
9.290 |
8.190 |
1.100 |
12.1% |
0.143 |
1.6% |
81% |
True |
False |
1,002 |
| 80 |
9.290 |
8.020 |
1.270 |
14.0% |
0.150 |
1.7% |
83% |
True |
False |
914 |
| 100 |
9.290 |
7.637 |
1.653 |
18.2% |
0.151 |
1.7% |
87% |
True |
False |
819 |
| 120 |
9.290 |
7.637 |
1.653 |
18.2% |
0.142 |
1.6% |
87% |
True |
False |
743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.327 |
|
2.618 |
9.929 |
|
1.618 |
9.685 |
|
1.000 |
9.534 |
|
0.618 |
9.441 |
|
HIGH |
9.290 |
|
0.618 |
9.197 |
|
0.500 |
9.168 |
|
0.382 |
9.139 |
|
LOW |
9.046 |
|
0.618 |
8.895 |
|
1.000 |
8.802 |
|
1.618 |
8.651 |
|
2.618 |
8.407 |
|
4.250 |
8.009 |
|
|
| Fisher Pivots for day following 18-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.168 |
9.098 |
| PP |
9.138 |
9.091 |
| S1 |
9.109 |
9.085 |
|